-99.9%
VIVK vs WOLF
+57.5%
-157.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.6% | -17.9% | -13.1% |
| 7D | -1.4% | +9.7% | -11.0% | -2.8% |
| 30D | -43.6% | +12.5% | -56.2% | -45.6% |
| 3M | -95.1% | -57.7% | -37.4% | -94.1% |
| 6M | -98.2% | +37.7% | -135.9% | -98.8% |
| YTD | -97.9% | +62.8% | -160.8% | -98.9% |
| All | -99.9% | +57.5% | -157.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling